WULF Options History — July 2024 In July 2024, WULF traded between $3.87 and $6.25. ATM implied volatility averaged 112.9%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 33.6%. IV traded below realized volatility by 1.2% (HV 20d: 114.1%). Max pain ranged from $3.00 to $3.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.29.
Notable Days 2024-07-01 : Highest Volume — 86,072 contracts2024-07-11 : Largest IV spike — 22.6% change2024-07-11 : Highest IV Rank — 26.0%2024-07-26 : Largest Expected Move — 37.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.14 $3.87 $6.25 $5.19 $4.25 Max Pain $3.25 $3.00 $3.50 $3.50 $3.50 ATM IV 112.9% 101.5% 128.2% 113.7% 101.5% Expected Move 33.6% 30.5% 37.2% 32.4% 34.4% HV 20d 114.1% 104.7% 129.0% 129.0% 116.2% HV 60d 109.1% 104.7% 115.8% 104.9% 115.8% IV Rank 18.6% 13.0% 26.0% 19.0% 13.0% IV Percentile 13.7% 2.4% 29.4% 13.5% 2.4% Term Structure -0.6% -29.6% 24.4% 1.6% 24.4% VWIV 120.8% 109.0% 136.4% 119.1% 125.4% Skew 25d -9.2% -41.5% 6.7% 6.7% -19.4% Skew 10d -14.7% -62.7% 52.2% 52.2% -32.2% Call IV 25d 123.8% 109.5% 156.7% 111.6% 135.9% Put IV 25d 114.6% 103.8% 133.3% 118.3% 116.6% Bid-Ask Spread % 22.46 14.40 29.79 29.79 19.25 Gamma HHI 0.15 0.12 0.23 0.14 0.14 Net GEX 882.0K 342.4K 1.4M 965.6K 434.7K Net DEX -113.9M -171.5M -49.3M -117.8M -66.4M Net VEX -353.4K -382.0K -308.2K -340.0K -348.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.04 0.86 0.13 0.41 Total Volume 42,731 7,814 86,072 86,072 33,700 Total OI 472,862.227 395,234 529,146 395,234 529,146
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-07-01 $5.19 $3.50 113.7% 32.4% 129.0% 19.0% 119.1% 6.7% 1.6% 965.6K -117.8M -340.0K 0.13 29.79 N/A N/A 75,917 10,155 347,947 47,287 2024-07-02 $5.01 $3.50 112.3% 32.5% 127.9% 18.3% 116.8% -3.7% 1.8% 1.2M -118.6M -352.1K 0.10 20.60 N/A N/A 21,261 2,222 376,573 56,658 2024-07-03 $5.20 $3.50 110.2% 30.5% 114.2% 17.3% 117.6% -10.0% -22.8% 1.4M -130.3M -357.9K 0.06 18.63 N/A N/A 19,611 1,212 385,216 57,736 2024-07-05 $5.63 $3.00 110.9% 34.5% 113.3% 17.6% 121.4% -41.5% 7.1% 1.0M -158.8M -365.0K 0.48 27.32 N/A N/A 28,828 13,773 395,933 58,152 2024-07-08 $5.47 $3.00 109.9% 33.3% 104.7% 17.1% 120.5% -15.1% 7.1% 1.1M -138.9M -367.5K 0.05 26.10 N/A N/A 63,388 3,109 375,046 64,267 2024-07-09 $5.00 $3.00 110.3% 32.5% 109.6% 17.3% 115.4% -8.5% 5.4% 997.6K -113.2M -342.9K 0.17 14.40 N/A N/A 47,832 8,022 376,308 65,962 2024-07-10 $4.81 $3.00 104.5% 32.3% 111.6% 14.5% 117.4% -3.0% 8.8% 970.1K -100.8M -339.7K 0.24 14.53 N/A N/A 21,996 5,349 383,676 72,219 2024-07-11 $4.75 $3.00 128.2% 31.8% 107.5% 26.0% 109.0% -4.3% -29.6% 1.0M -98.4M -340.9K 0.29 22.85 N/A N/A 29,600 8,609 389,138 74,108 2024-07-12 $5.31 $3.00 103.2% 32.3% 109.8% 13.8% 113.7% -7.1% 14.5% 946.2K -130.1M -360.7K 0.38 23.93 N/A N/A 31,523 11,830 396,621 80,365 2024-07-15 $5.96 $3.00 112.2% 32.1% 113.5% 18.2% 113.2% -9.2% -0.7% 1.1M -159.4M -380.3K 0.36 29.27 N/A N/A 57,048 20,559 390,182 82,368 2024-07-16 $6.25 $3.00 110.1% 31.5% 111.9% 17.2% 113.3% -11.6% 2.3% 1.2M -171.5M -378.0K 0.22 28.59 N/A N/A 30,545 6,702 392,377 99,895 2024-07-17 $5.92 $3.00 114.2% 32.7% 108.3% 19.2% 118.5% -6.6% -2.6% 1.1M -150.6M -369.1K 0.11 22.93 N/A N/A 21,703 2,340 390,155 103,905 2024-07-18 $5.37 $3.00 112.6% 32.4% 115.4% 18.4% 121.3% -7.8% -4.1% 872.0K -119.5M -349.6K 0.06 23.64 N/A N/A 17,950 988 399,574 104,912 2024-07-19 $5.62 $3.00 122.1% 35.2% 115.9% 23.1% 128.3% -14.9% -0.2% 859.4K -136.3M -359.1K 0.26 25.46 N/A N/A 55,917 14,504 403,502 104,825 2024-07-22 $5.74 $3.50 119.2% 35.3% 110.0% 21.7% 122.7% -1.8% -3.2% 954.5K -128.8M -382.0K 0.49 23.49 N/A N/A 15,304 7,475 361,295 96,782 2024-07-23 $5.54 $3.50 114.4% 34.4% 111.5% 19.3% 122.4% -16.7% -1.8% 912.2K -119.9M -378.1K 0.50 21.61 N/A N/A 5,211 2,603 368,107 103,201 2024-07-24 $5.21 $3.50 109.0% 34.8% 109.5% 16.7% 126.5% -8.1% -18.0% 698.4K -102.9M -365.5K 0.04 23.63 N/A N/A 33,804 1,448 369,717 105,313 2024-07-25 $4.54 $3.50 121.1% 35.8% 119.9% 22.6% 127.4% -0.2% -4.4% 342.4K -69.9M -335.5K 0.33 14.57 N/A N/A 30,504 10,123 396,481 105,916 2024-07-26 $4.38 $3.50 107.2% 37.2% 119.9% 15.8% 136.4% -1.0% -18.6% 463.9K -63.1M -330.0K 0.10 19.83 N/A N/A 41,483 4,308 396,880 107,323 2024-07-29 $4.16 $3.50 118.7% 33.5% 121.0% 21.4% 120.8% -7.0% 1.0% 474.7K -61.6M -325.1K 0.86 17.46 N/A N/A 34,207 29,468 393,825 90,926 2024-07-30 $3.87 $3.50 118.3% 36.9% 110.1% 21.2% 129.9% -11.9% 18.9% 366.2K -49.3M -308.2K 0.81 26.26 N/A N/A 32,022 25,929 406,950 96,200 2024-07-31 $4.25 $3.50 101.5% 34.4% 116.2% 13.0% 125.4% -19.4% 24.4% 434.7K -66.4M -348.4K 0.41 19.25 N/A N/A 23,935 9,765 415,049 114,097
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